Balance Sheet Analysis and Strategy
Our Balance Sheet Analysis and Strategy (BSAS) group works with our Client Relationship teams to help clients better evaluate their securities, borrowings and interest rate derivative portfolios in the context of their balance sheets. Partnering with clients’ management teams, BSAS develops strategies that are tailored to each client’s balance sheet, employing proprietary balance sheet modeling tools that yield distinctive, actionable results. These tools include:
- Full interest rate risk profile evaluation services, including net interest income and market value interest rate sensitivity of the client's entire balance sheet
- Investment portfolio analytics, including cash flow, yield, and market value analysis in both static and stressed interest rate environments
- Comprehensive capabilities in interest rate derivatives, including accounting, cash flow, and interest rate considerations
- Strategy development and forecasting, including macro analysis of the effects of balance sheet adjustments on an entire institution
- Pro-forma models that demonstrate the impact of balance sheet strategies on an institution's interest rate risk profile, as well as liquidity, credit, and capital management
With asset/liability management at its core, the BSAS team takes a holistic approach to balance sheet strategy, starting with an in-depth analysis of a client’s current positions. We aim to provide our clients with a thorough understanding of the full range of their strategic options so they may implement the optimal balance sheet strategy for their institution.